-2.9%
MAS vs CYCU
-99.9%
+97.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.8% |
| 7D | -0.8% | -8.1% | +7.3% | -0.7% |
| 30D | -5.6% | -43.0% | +37.4% | -5.5% |
| 3M | +4.4% | -50.8% | +55.3% | +5.3% |
| 6M | +7.2% | -74.1% | +81.3% | +8.4% |
| YTD | +16.1% | -84.0% | +100.1% | +17.8% |
| 1Y | +0.1% | -92.2% | +92.3% | +0.1% |
| All | -2.9% | -99.9% | +97.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CYCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling